Trading Metrics calculated at close of trading on 17-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
11,779 |
11,582 |
-197 |
-1.7% |
12,115 |
High |
11,849 |
11,737 |
-112 |
-0.9% |
12,188 |
Low |
11,492 |
11,451 |
-41 |
-0.4% |
11,827 |
Close |
11,578 |
11,711 |
133 |
1.1% |
12,003 |
Range |
357 |
286 |
-71 |
-19.9% |
361 |
ATR |
179 |
186 |
8 |
4.3% |
0 |
Volume |
244,666 |
151,654 |
-93,012 |
-38.0% |
192,264 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,491 |
12,387 |
11,868 |
|
R3 |
12,205 |
12,101 |
11,790 |
|
R2 |
11,919 |
11,919 |
11,764 |
|
R1 |
11,815 |
11,815 |
11,737 |
11,867 |
PP |
11,633 |
11,633 |
11,633 |
11,659 |
S1 |
11,529 |
11,529 |
11,685 |
11,581 |
S2 |
11,347 |
11,347 |
11,659 |
|
S3 |
11,061 |
11,243 |
11,632 |
|
S4 |
10,775 |
10,957 |
11,554 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,089 |
12,907 |
12,202 |
|
R3 |
12,728 |
12,546 |
12,102 |
|
R2 |
12,367 |
12,367 |
12,069 |
|
R1 |
12,185 |
12,185 |
12,036 |
12,096 |
PP |
12,006 |
12,006 |
12,006 |
11,961 |
S1 |
11,824 |
11,824 |
11,970 |
11,735 |
S2 |
11,645 |
11,645 |
11,937 |
|
S3 |
11,284 |
11,463 |
11,904 |
|
S4 |
10,923 |
11,102 |
11,805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,026 |
11,451 |
575 |
4.9% |
267 |
2.3% |
45% |
False |
True |
170,733 |
10 |
12,221 |
11,451 |
770 |
6.6% |
226 |
1.9% |
34% |
False |
True |
93,167 |
20 |
12,311 |
11,451 |
860 |
7.3% |
194 |
1.7% |
30% |
False |
True |
46,722 |
40 |
12,311 |
11,451 |
860 |
7.3% |
145 |
1.2% |
30% |
False |
True |
23,386 |
60 |
12,311 |
11,387 |
924 |
7.9% |
120 |
1.0% |
35% |
False |
False |
15,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,953 |
2.618 |
12,486 |
1.618 |
12,200 |
1.000 |
12,023 |
0.618 |
11,914 |
HIGH |
11,737 |
0.618 |
11,628 |
0.500 |
11,594 |
0.382 |
11,560 |
LOW |
11,451 |
0.618 |
11,274 |
1.000 |
11,165 |
1.618 |
10,988 |
2.618 |
10,702 |
4.250 |
10,236 |
|
|
Fisher Pivots for day following 17-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
11,672 |
11,705 |
PP |
11,633 |
11,700 |
S1 |
11,594 |
11,694 |
|